Vanguard S&P Mid-Cap 400 Index Fund ETF (IVOO)

117.81 -1.29 (-1.08%) USD  |  NYSEARCA  |  Jan 23, 14:16
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IVOO Historical Sortino (10Y)

Historical Sortino (10Y) Chart

View Historical Sortino (10Y) for IVOO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (10Y) Range, Past 5 Years

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Historical Sortino (10Y) Benchmarks

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Vanguard Extended Market Index Fund ETF Upgrade
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Fidelity Small-Mid Multifactor ETF --
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Vanguard Mid-Cap Value Index Fund ETF Upgrade

Historical Sortino (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Max Drawdown (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade